How to record with the MIDI
mixer

You can use the MIDI Mixer as an instrument to send controller changes
while you are playing or recording. If you are recording, the controller
changes are recorded in your tracks as well as being sent out to your
sound source. Note that when you are recording, previously recorded controllers
are erased only as long as you hold down the mouse button on a fader.
While you have the mouse button released, any controllers already in the
track will not be affected.